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Physical activity and sleep are important factors of mental and physical health in children, with some reports indicating that their effects can persist into adulthood. However, there is limited research on the qualitative aspects of physical activity and sleep in preschool children, particularly in those aged < 3 years. Therefore, to elucidate the association between psychosocial health and physical activity/sleep in early childhood in terms of qualitative aspects, we conducted a retrospective cohort study in 2985 3-year-old children (37.2 ± 0.75 months) in Shanghai, China. An analysis using structural equation modeling indicated that current physical activity had a direct and moderate impact on current psychosocial health evaluated using the Strength and Difficulties Questionnaire. In particular, past physical activity had an indirect and mild effect on current psychosocial health via current physical activity in girls. However, regardless of sex, past sleep quality had slight impact on current psychosocial health, not only indirectly via current sleep quality, but also directly. These findings highlight the importance of considering the qualitative aspects of physical activity and sleep quality as significant factors influencing the current and future psychosocial health of children, even at a very early age (< 3 years). [ABSTRACT FROM AUTHOR]